Immacolata Oliva

According to our database, Immacolata Oliva authored at least 5 papers between 2009 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

Optimal portfolio choice in jump-diffusion markets with longevity risk.

Davide Feleppa, Immacolata Oliva

Comput. Manag. Sci., December, 2025

2021

A Unified Approach to xVA with CSA Discounting and Initial Margin.

Francesca Biagini, Alessandro Gnoatto, Immacolata Oliva

SIAM J. Financial Math., 2021

2017

Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time.

Michele Bonollo, Luca Di Persio, Luca Mammi, Immacolata Oliva

Int. J. Appl. Math. Comput. Sci., 2017

2012

Multivariate Bernoulli and Euler polynomials via Lévy processes.

Elvira Di Nardo, Immacolata Oliva

Appl. Math. Lett., 2012

2009

On the computation of classical, boolean and free cumulants.

Elvira Di Nardo, Immacolata Oliva

Appl. Math. Comput., 2009